Hi, yes, I've done this with parameters.
Let's say you want to filter on a field called "Direction"
1) Create a parameter (we'll call it "Direction Parameter" with the values you want to be able to select from: North, South, East, West
2) In each data set, create a calculation called "Direction Filter", with this code
if [Direction Field] = [Direction Parameter] then "Show" else "Hide"
3) Drag "Direction Filter" to the filters for each data set and filter just for "Show"
4) Use the "Direction Parameter" field to filter the values.
The only caveat is that you can't pick multiple selections. You would have to create a value for each combination you want in the parameter (i.e. a value of "North or South") and extend the "Direction Field" code to handle it correctly.